+21.3%
NOK vs XEL
+1.7%
+19.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.4% |
| 7D | -10.4% | +4.3% | -14.7% | -10.1% |
| 30D | -19.0% | +12.6% | -31.6% | -19.4% |
| 3M | -16.7% | +4.4% | -21.1% | -17.0% |
| 6M | -37.1% | +0.7% | -37.9% | -37.3% |
| YTD | +27.7% | +11.5% | +16.2% | +29.1% |
| 1Y | +21.3% | +1.7% | +19.6% | +26.9% |
| All | +21.3% | +1.7% | +19.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling